Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/85612 
Year of Publication: 
1997
Series/Report no.: 
Tinbergen Institute Discussion Paper No. 97-025/4
Publisher: 
Tinbergen Institute, Amsterdam and Rotterdam
Abstract: 
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefiniteprogramming, resulting in a new algorithm. Compared to other primal--dual affine scaling algorithms for semidefiniteprogramming (see, De Klerk, Roos and Terlaky), our algorithm enjoys the lowest computationalcomplexity.
Subjects: 
Semidefinite Programming
Affine Scaling
Primal-Dual Interior Point Methods
Document Type: 
Working Paper

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